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The Negative Binomial Distribution

The negative binomial distribution is used when the number of successes is fixed and we're interested in the number of failures before reaching the fixed number of successes. An experiment which follows a negative binomial distribution will satisfy the following requirements:

  1. The experiment consists of a sequence of independent trials.
  2. Each trial has two possible outcomes, S or F.
  3. The probability of success, tex2html_wrap_inline3341 , is constant from one trial to another.
  4. The experiment continues until a total of r successes are observed, where r is fixed in advance.
A random variable X which follows a negative binomial distribution is denoted tex2html_wrap_inline3427 . Its probabilities are computed with the formula

displaymath3429

for tex2html_wrap_inline3431 Formulas for E(X) and tex2html_wrap_inline3297 for the negative binomial distribution are given by

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EXAMPLE:\ Suppose we are at a rifle range with an old gun that misfires 5 out of 6 times. Define ``success'' as the event the gun fires and let X be the number of failures before the third success. Then tex2html_wrap_inline3441 . The probability that there are 10 failures before the third success is given by

displaymath3443

The expected value and variance of X are

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Jan Lethen
Wed Nov 13 16:20:46 CST 1996